FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 02 Dec 2010 17:20:47 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/02/t1291310331ujp8wdiie30li64.htm/, Retrieved Sun, 05 May 2024 18:25:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104367, Retrieved Sun, 05 May 2024 18:25:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact146

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Unemployment] [2010-11-29 09:29:57] [b98453cac15ba1066b407e146608df68]
-   PD  [Variance Reduction Matrix] [Variance reductio...] [2010-12-02 17:12:02] [717f3d787904f94c39256c5c1fc72d4c]
-    D      [Variance Reduction Matrix] [Variance reductio...] [2010-12-02 17:20:47] [c1f1b5e209adb4577289f490325e36f2] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.6923
0.6886
0.6855
0.6745
0.6769
0.6758
0.6896
0.6843
0.6818
0.6774
0.6821
0.6885
0.6829
0.6796
0.6976
0.6924
0.6849
0.6921
0.6839
0.6727
0.6776
0.6692
0.6738
0.6740
0.6635
0.6737
0.6788
0.6828
0.6795
0.6740
0.6744
0.6764
0.6987
0.6967
0.7116
0.7357
0.7455
0.7639
0.7958
0.7864
0.7853
0.7903
0.7866
0.8039
0.7916
0.7903
0.8242
0.9567
0.8850
0.8865
0.9258
0.8948
0.8762
0.8527
0.8536
0.8805
0.9155
0.8961
0.9127
0.8857

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104367&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104367&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104367&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.00782381481355932Range0.2932Trim Var.0.00637472036338225
V(Y[t],d=1,D=0)0.00060095554061952Range0.2042Trim Var.0.000155337467343977
V(Y[t],d=2,D=0)0.00142186227767695Range0.3028Trim Var.0.000289610769230769
V(Y[t],d=3,D=0)0.00429355510025062Range0.5802Trim Var.0.00077602388235294
V(Y[t],d=0,D=1)0.00381289771276596Range0.292Trim Var.0.00271842855400697
V(Y[t],d=1,D=1)0.00119861792784459Range0.2679Trim Var.0.000180180219512195
V(Y[t],d=2,D=1)0.00197338763768116Range0.2793Trim Var.0.00038868666025641
V(Y[t],d=3,D=1)0.00522804572727272Range0.5338Trim Var.0.00116821821862348
V(Y[t],d=0,D=2)0.00665987034920635Range0.4513Trim Var.0.00302412709677419
V(Y[t],d=1,D=2)0.00321305840336134Range0.3524Trim Var.0.000511159784946237
V(Y[t],d=2,D=2)0.00429858841354724Range0.3192Trim Var.0.00145682326436782
V(Y[t],d=3,D=2)0.0100833883522727Range0.5251Trim Var.0.00462165921182266

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.00782381481355932 & Range & 0.2932 & Trim Var. & 0.00637472036338225 \tabularnewline
V(Y[t],d=1,D=0) & 0.00060095554061952 & Range & 0.2042 & Trim Var. & 0.000155337467343977 \tabularnewline
V(Y[t],d=2,D=0) & 0.00142186227767695 & Range & 0.3028 & Trim Var. & 0.000289610769230769 \tabularnewline
V(Y[t],d=3,D=0) & 0.00429355510025062 & Range & 0.5802 & Trim Var. & 0.00077602388235294 \tabularnewline
V(Y[t],d=0,D=1) & 0.00381289771276596 & Range & 0.292 & Trim Var. & 0.00271842855400697 \tabularnewline
V(Y[t],d=1,D=1) & 0.00119861792784459 & Range & 0.2679 & Trim Var. & 0.000180180219512195 \tabularnewline
V(Y[t],d=2,D=1) & 0.00197338763768116 & Range & 0.2793 & Trim Var. & 0.00038868666025641 \tabularnewline
V(Y[t],d=3,D=1) & 0.00522804572727272 & Range & 0.5338 & Trim Var. & 0.00116821821862348 \tabularnewline
V(Y[t],d=0,D=2) & 0.00665987034920635 & Range & 0.4513 & Trim Var. & 0.00302412709677419 \tabularnewline
V(Y[t],d=1,D=2) & 0.00321305840336134 & Range & 0.3524 & Trim Var. & 0.000511159784946237 \tabularnewline
V(Y[t],d=2,D=2) & 0.00429858841354724 & Range & 0.3192 & Trim Var. & 0.00145682326436782 \tabularnewline
V(Y[t],d=3,D=2) & 0.0100833883522727 & Range & 0.5251 & Trim Var. & 0.00462165921182266 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104367&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.00782381481355932[/C][C]Range[/C][C]0.2932[/C][C]Trim Var.[/C][C]0.00637472036338225[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00060095554061952[/C][C]Range[/C][C]0.2042[/C][C]Trim Var.[/C][C]0.000155337467343977[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00142186227767695[/C][C]Range[/C][C]0.3028[/C][C]Trim Var.[/C][C]0.000289610769230769[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00429355510025062[/C][C]Range[/C][C]0.5802[/C][C]Trim Var.[/C][C]0.00077602388235294[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00381289771276596[/C][C]Range[/C][C]0.292[/C][C]Trim Var.[/C][C]0.00271842855400697[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00119861792784459[/C][C]Range[/C][C]0.2679[/C][C]Trim Var.[/C][C]0.000180180219512195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00197338763768116[/C][C]Range[/C][C]0.2793[/C][C]Trim Var.[/C][C]0.00038868666025641[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00522804572727272[/C][C]Range[/C][C]0.5338[/C][C]Trim Var.[/C][C]0.00116821821862348[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00665987034920635[/C][C]Range[/C][C]0.4513[/C][C]Trim Var.[/C][C]0.00302412709677419[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00321305840336134[/C][C]Range[/C][C]0.3524[/C][C]Trim Var.[/C][C]0.000511159784946237[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00429858841354724[/C][C]Range[/C][C]0.3192[/C][C]Trim Var.[/C][C]0.00145682326436782[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0100833883522727[/C][C]Range[/C][C]0.5251[/C][C]Trim Var.[/C][C]0.00462165921182266[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104367&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104367&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)0.00782381481355932Range0.2932Trim Var.0.00637472036338225
V(Y[t],d=1,D=0)0.00060095554061952Range0.2042Trim Var.0.000155337467343977
V(Y[t],d=2,D=0)0.00142186227767695Range0.3028Trim Var.0.000289610769230769
V(Y[t],d=3,D=0)0.00429355510025062Range0.5802Trim Var.0.00077602388235294
V(Y[t],d=0,D=1)0.00381289771276596Range0.292Trim Var.0.00271842855400697
V(Y[t],d=1,D=1)0.00119861792784459Range0.2679Trim Var.0.000180180219512195
V(Y[t],d=2,D=1)0.00197338763768116Range0.2793Trim Var.0.00038868666025641
V(Y[t],d=3,D=1)0.00522804572727272Range0.5338Trim Var.0.00116821821862348
V(Y[t],d=0,D=2)0.00665987034920635Range0.4513Trim Var.0.00302412709677419
V(Y[t],d=1,D=2)0.00321305840336134Range0.3524Trim Var.0.000511159784946237
V(Y[t],d=2,D=2)0.00429858841354724Range0.3192Trim Var.0.00145682326436782
V(Y[t],d=3,D=2)0.0100833883522727Range0.5251Trim Var.0.00462165921182266


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 12 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
n <- length(x)
sx <- sort(x)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Reduction Matrix',6,TRUE)
a<-table.row.end(a)
for (bigd in 0:2) {
for (smalld in 0:3) {
mylabel <- 'V(Y[t],d='
mylabel <- paste(mylabel,as.character(smalld),sep='')
mylabel <- paste(mylabel,',D=',sep='')
mylabel <- paste(mylabel,as.character(bigd),sep='')
mylabel <- paste(mylabel,')',sep='')
a<-table.row.start(a)
a<-table.element(a,mylabel,header=TRUE)
myx <- x
if (smalld > 0) myx <- diff(x,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,var(myx))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,max(myx)-min(myx))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')